The six-month call and put option prices on Arrow Electronics are $5.50 and $3.75, respectively. Both options are American and both options have an exercise price of $42.50. Arrow's current stock price is $45, and Arrow will pay a dividend of $0.55 per share in three months. The risk-free rate of interest is 5 percent per year with continuous compounding. You, an arbitrageur, will check the American put-call parity and identify any possible arbitrage opportunity and set up arbitrage strategy to earn arbitrage profits. Assume that the borrowing or lending rate equals to the risk-free rate. Please fill out the following arbitrage trading tables to illustrate the arbitrage strategy and corresponding payoffs. Please keep 5 decimal places during your work process. By default, please round the FINAL number solution to 2 decimal places, except for requiring otherwise. Payoff at t=6 months Transaction (NOW) Payoff (Now t=0) Payoff (t=3 Months) ST